+12,882.1%
BLK vs LUMN
-39.5%
+12,921.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -3.3% | +2.5% | -5.8% | -3.7% |
| 30D | -6.5% | +10.3% | -16.9% | -8.3% |
| 3M | +6.7% | -18.3% | +25.0% | +9.7% |
| 6M | +14.7% | +4.4% | +10.4% | +11.8% |
| YTD | +2.5% | -10.7% | +13.2% | +0.9% |
| 1Y | -2.8% | +14.0% | -16.7% | -10.5% |
| 3Y | +65.9% | +406.6% | -340.7% | -15.5% |
| 5Y | +33.0% | -36.8% | +69.8% | +16.8% |
| 10Y | +281.2% | -56.2% | +337.4% | +227.1% |
| All | +12,882.1% | -39.5% | +12,921.6% | +9,395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling